CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3603 |
1.3654 |
0.0051 |
0.4% |
1.3618 |
| High |
1.3678 |
1.3686 |
0.0008 |
0.1% |
1.3734 |
| Low |
1.3543 |
1.3619 |
0.0076 |
0.6% |
1.3433 |
| Close |
1.3649 |
1.3671 |
0.0022 |
0.2% |
1.3621 |
| Range |
0.0135 |
0.0067 |
-0.0068 |
-50.4% |
0.0301 |
| ATR |
0.0139 |
0.0134 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
56,231 |
98,822 |
42,591 |
75.7% |
42,346 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3860 |
1.3832 |
1.3708 |
|
| R3 |
1.3793 |
1.3765 |
1.3689 |
|
| R2 |
1.3726 |
1.3726 |
1.3683 |
|
| R1 |
1.3698 |
1.3698 |
1.3677 |
1.3712 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3666 |
| S1 |
1.3631 |
1.3631 |
1.3665 |
1.3645 |
| S2 |
1.3592 |
1.3592 |
1.3659 |
|
| S3 |
1.3525 |
1.3564 |
1.3653 |
|
| S4 |
1.3458 |
1.3497 |
1.3634 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4499 |
1.4361 |
1.3787 |
|
| R3 |
1.4198 |
1.4060 |
1.3704 |
|
| R2 |
1.3897 |
1.3897 |
1.3676 |
|
| R1 |
1.3759 |
1.3759 |
1.3649 |
1.3828 |
| PP |
1.3596 |
1.3596 |
1.3596 |
1.3631 |
| S1 |
1.3458 |
1.3458 |
1.3593 |
1.3527 |
| S2 |
1.3295 |
1.3295 |
1.3566 |
|
| S3 |
1.2994 |
1.3157 |
1.3538 |
|
| S4 |
1.2693 |
1.2856 |
1.3455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3702 |
1.3529 |
0.0173 |
1.3% |
0.0100 |
0.7% |
82% |
False |
False |
47,061 |
| 10 |
1.3734 |
1.3433 |
0.0301 |
2.2% |
0.0134 |
1.0% |
79% |
False |
False |
27,060 |
| 20 |
1.3790 |
1.3433 |
0.0357 |
2.6% |
0.0147 |
1.1% |
67% |
False |
False |
14,686 |
| 40 |
1.4569 |
1.3433 |
0.1136 |
8.3% |
0.0135 |
1.0% |
21% |
False |
False |
7,606 |
| 60 |
1.4649 |
1.3433 |
0.1216 |
8.9% |
0.0129 |
0.9% |
20% |
False |
False |
5,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3971 |
|
2.618 |
1.3861 |
|
1.618 |
1.3794 |
|
1.000 |
1.3753 |
|
0.618 |
1.3727 |
|
HIGH |
1.3686 |
|
0.618 |
1.3660 |
|
0.500 |
1.3653 |
|
0.382 |
1.3645 |
|
LOW |
1.3619 |
|
0.618 |
1.3578 |
|
1.000 |
1.3552 |
|
1.618 |
1.3511 |
|
2.618 |
1.3444 |
|
4.250 |
1.3334 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3665 |
1.3651 |
| PP |
1.3659 |
1.3631 |
| S1 |
1.3653 |
1.3611 |
|